+892.4%
CDW vs WPM
+794.8%
+97.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.0% |
| 7D | +2.1% | +16.9% | -14.8% | +1.5% |
| 30D | +14.7% | +2.0% | +12.8% | +14.5% |
| 3M | +11.1% | +8.9% | +2.2% | +10.7% |
| 6M | +45.6% | +1.6% | +44.0% | +45.3% |
| YTD | +17.1% | +16.5% | +0.6% | +15.7% |
| 1Y | +13.2% | +42.2% | -29.0% | +10.7% |
| 3Y | -22.2% | +213.3% | -235.5% | -27.5% |
| 5Y | -10.1% | +249.9% | -260.0% | -17.2% |
| 10Y | +307.0% | +549.4% | -242.4% | +270.9% |
| All | +892.4% | +794.8% | +97.6% | +829.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WPM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling